+743.6%
VLO vs SO
+184.0%
+559.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +2.4% |
| 7D | -6.5% | -1.1% | -5.4% | -6.0% |
| 30D | -17.8% | +8.6% | -26.3% | -20.7% |
| 3M | +19.6% | +1.8% | +17.8% | +18.5% |
| 6M | +49.3% | +3.6% | +45.6% | +46.2% |
| YTD | +122.4% | +9.9% | +112.4% | +111.4% |
| 1Y | +107.4% | +5.7% | +101.7% | +100.6% |
| 3Y | +223.1% | +52.5% | +170.6% | +155.4% |
| 5Y | +432.2% | +77.3% | +354.9% | +278.0% |
| 10Y | +743.6% | +186.8% | +556.9% | +454.7% |
| All | +743.6% | +184.0% | +559.7% | +454.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling